event.hpp

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- *//* Copyright (C) 2005 Joseph Wang This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email <quantlib-dev@lists.sf.net>. The license is also available online at <http://quantlib.org/license.shtml>. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.*//*! \file event.hpp \brief Base class for events associated with a given date*/#ifndef quantlib_event_hpp#define quantlib_event_hpp#include <ql/time/date.hpp>#include <ql/patterns/observable.hpp>#include <ql/patterns/visitor.hpp>namespace QuantLib {
//! Base class for event /*! This class acts as a base class for the actual event implementations. */00037class Event : publicObservable {
public:
virtual ~Event() {} //! \name Event interface //@{ //! returns the date at which the event occursvirtualDatedate() const = 0;
//! returns true if an event has already occurred before a date /*! If QL_TODAYS_PAYMENT is true, then a payment event has not occurred if the input date is the same as the event date, and so includeToday should be defaulted to true. This should be the only place in the code that is affected directly by QL_TODAYS_PAYMENT */00053boolhasOccurred(constDate &d,
#if defined(QL_TODAYS_PAYMENTS)
bool includeToday = true
#elsebool includeToday = false
#endif
) const {
if (includeToday) {
returndate() < d;
} else {
returndate() <= d;
}
} //@} //! \name Visitability //@{virtualvoid accept(AcyclicVisitor&); //@} };
// inline definitionsinlinevoid Event::accept(AcyclicVisitor& v) {
Visitor<Event>* v1 = dynamic_cast<Visitor<Event>*>(&v);
if (v1 != 0)
v1->visit(*this);
elseQL_FAIL("not an event visitor");
}
}
#endif